IAAAX vs. IEMS.L
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. IEMS.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap. It was launched on Mar 6, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAAAX or IEMS.L.
Performance
IAAAX vs. IEMS.L - Performance Comparison
Returns By Period
In the year-to-date period, IAAAX achieves a 18.26% return, which is significantly higher than IEMS.L's 2.00% return. Over the past 10 years, IAAAX has outperformed IEMS.L with an annualized return of 8.28%, while IEMS.L has yielded a comparatively lower 4.53% annualized return.
IAAAX
18.26%
-0.69%
6.18%
26.09%
10.44%
8.28%
IEMS.L
2.00%
-6.64%
-4.61%
8.20%
8.56%
4.53%
Key characteristics
| IAAAX | IEMS.L | |
|---|---|---|
| Sharpe Ratio | 2.23 | 0.52 |
| Sortino Ratio | 3.03 | 0.83 |
| Omega Ratio | 1.40 | 1.10 |
| Calmar Ratio | 2.23 | 0.75 |
| Martin Ratio | 14.19 | 2.64 |
| Ulcer Index | 1.89% | 2.67% |
| Daily Std Dev | 12.04% | 13.53% |
| Max Drawdown | -56.57% | -49.93% |
| Current Drawdown | -1.86% | -8.68% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IAAAX vs. IEMS.L - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is lower than IEMS.L's 0.74% expense ratio.
Correlation
The correlation between IAAAX and IEMS.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IAAAX vs. IEMS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IAAAX vs. IEMS.L - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 1.10%, less than IEMS.L's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 1.10% | 1.30% | 0.53% | 3.02% | 0.71% | 1.68% | 1.65% | 2.09% | 1.72% | 1.61% | 1.46% | 2.01% |
IEMS.L iShares MSCI Emerging Markets Small Cap UCITS ETF | 1.82% | 2.09% | 2.47% | 1.29% | 1.62% | 2.05% | 2.19% | 1.32% | 2.08% | 0.87% | 1.65% | 1.67% |
Drawdowns
IAAAX vs. IEMS.L - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, which is greater than IEMS.L's maximum drawdown of -49.93%. Use the drawdown chart below to compare losses from any high point for IAAAX and IEMS.L. For additional features, visit the drawdowns tool.
Volatility
IAAAX vs. IEMS.L - Volatility Comparison
Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) have volatilities of 3.53% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.